+988.5%
XLE vs RBA
+3,260.9%
-2,272.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.9% |
| 7D | -10.3% | +7.3% | -17.6% | -12.1% |
| 30D | -3.3% | +16.9% | -20.3% | -7.5% |
| 3M | +8.2% | -0.5% | +8.7% | +7.8% |
| 6M | +5.0% | -10.4% | +15.5% | +6.9% |
| YTD | +40.6% | -7.2% | +47.8% | +40.6% |
| 1Y | +45.0% | -2.2% | +47.3% | +42.8% |
| 3Y | +56.3% | +43.7% | +12.6% | +35.9% |
| 5Y | +152.2% | +38.7% | +113.6% | +115.3% |
| 10Y | +173.0% | +231.7% | -58.7% | +72.5% |
| All | +988.5% | +3,260.9% | -2,272.4% | +422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling